Library - International Centre for Theoretical Sciences catalog › Details for: Stochastic processes-2nd ed.

Normal view MARC view ISBD view

Stochastic processes-2nd ed.

By: Ross, Sheldon MMaterial type: Text

TextPublication details: New York: John Wiley and Sons, [c1996]Edition: 2nd edDescription: 510 pISBN: 9788126517572LOC classification: QA274

Contents:

1. The Poisson Process 2. Renewal Theory 3. Markov Chains 4. Continuous-Time Markov Chains 5. Martingales 6. Random Walks 7. Brownian Motion and Other Markov Processes 8. Stochastic Order Relations 9. Poisson Approximations

Summary: A nonmeasure theoretic introduction to stochastic processes. Considers its diverse range of applications and provides readers with probabilistic intuition and insight in thinking about problems. This revised edition contains additional material on compound Poisson random variables including an identity which can be used to efficiently compute moments; a new chapter on Poisson approximations; and coverage of the mean time spent in transient states as well as examples relating to the Gibb's sampler, the Metropolis algorithm and mean cover time in star graphs. Numerous exercises and problems have been added throughout the text.

List(s) this item appears in: Gift Books

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings ( 1 )
Title notes ( 2 )
Comments ( 0 )

Item type	Current library	Collection	Shelving location	Call number	Copy number	Status	Date due	Barcode	Item holds
Book	ICTS	Mathematics	Rack No 5	QA274 (Browse shelf (Opens below))	2	Available		02525

Total holds: 0

Browsing ICTS shelves, Shelving location: Rack No 5 Close shelf browser (Hides shelf browser)

Previous								Next
Previous	QA274 Stochastic methods : a handbook for the natural and social sciences	QA274 Stochastic interacting systems : contact, voter and exclusion processes	QA274 Stochastic processes : second edition	QA274 Stochastic processes-2nd ed.	QA274 Handbook of stochastic methods for physics, chemistry and the natural sciences : third edition	QA274.S Stochastic processes, estimation, and control	QA274.2 A guide to first passage processes	Next

1. The Poisson Process
2. Renewal Theory
3. Markov Chains
4. Continuous-Time Markov Chains
5. Martingales
6. Random Walks
7. Brownian Motion and Other Markov Processes
8. Stochastic Order Relations
9. Poisson Approximations

A nonmeasure theoretic introduction to stochastic processes. Considers its diverse range of applications and provides readers with probabilistic intuition and insight in thinking about problems. This revised edition contains additional material on compound Poisson random variables including an identity which can be used to efficiently compute moments; a new chapter on Poisson approximations; and coverage of the mean time spent in transient states as well as examples relating to the Gibb's sampler, the Metropolis algorithm and mean cover time in star graphs. Numerous exercises and problems have been added throughout the text.

There are no comments on this title.

to post a comment.